V-Lab: AEX-Index MF2-GARCH Volatility Analysis

V-Lab

AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 22nd, 2025:29.58% (-2.26%)

Analysis last updated: Thursday, April 17, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8363	221.31
$γ$	0.1821	41.52
$λ_{1}$	0.0082	4.12
$λ_{2}$	0.0445	3.80
$λ_{3}$	0.9488	70.49

Estimation Period:
Jan 1, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts